This may or may not apply, it seems to be a common issue with Windows XP, which I experienced myself when playing Mass Effect 2, I have read about several other games having an issue with the same fix.
If you changed where the my documents folder points to under the operating system settings, it causes an issue where the game cannot detect the new folder my documents points to, so you should point it back to the default location, C:\Documents and Settings\your name\My Documents\My Games\Darksiders. Don't know if that's the issue you're having, just suggesting it as it might work. Now back to finding a save to help me out of a game-breaking bug I found in the Black Throne!